+347.9%
SOXL vs JEPQ
+94.0%
+253.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.4% | +0.6% |
| 7D | +3.9% | -0.2% | +4.0% | +5.1% |
| 30D | -14.3% | +0.8% | -15.1% | -16.5% |
| 3M | -45.6% | +4.0% | -49.6% | -46.0% |
| 6M | +117.2% | +10.4% | +106.8% | +82.2% |
| YTD | +189.8% | +11.4% | +178.4% | +144.8% |
| 1Y | +317.7% | +18.9% | +298.8% | +176.8% |
| 3Y | +478.6% | +70.3% | +408.3% | +21.7% |
| All | +347.9% | +94.0% | +253.9% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPQ.
Daily Out/Under-Performance
Portfolio return minus JEPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JEPQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling